While lying down or sleeping, many people prefer to lie on their right side or their left side. Frequently, a person lying on their side places a pillow between their knees. Placing a pillow between the knees while lying on one side may provide support for the hips, reduce back strain, and provide other benefits. A pillow between the knees may also make a side sleeping position more comfortable. However, during sleep, a person may frequently toss, turn, or otherwise shift position from one side to the other side. Currently available pillows may slip out of a desired position between the user's knees or otherwise slide into a less desirable position due to these potential movements during sleep.